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PRITX vs. OTCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRITX vs. OTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Stock Fund (PRITX) and MFS Mid Cap Growth Fund (OTCAX). The values are adjusted to include any dividend payments, if applicable.

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PRITX vs. OTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRITX
T. Rowe Price International Stock Fund
-3.04%18.36%3.44%16.43%-15.74%1.46%14.63%28.40%-14.03%26.38%
OTCAX
MFS Mid Cap Growth Fund
-6.41%3.32%23.47%21.00%-28.53%13.66%35.34%37.43%0.82%25.95%

Returns By Period

In the year-to-date period, PRITX achieves a -3.04% return, which is significantly higher than OTCAX's -6.41% return. Over the past 10 years, PRITX has underperformed OTCAX with an annualized return of 6.80%, while OTCAX has yielded a comparatively higher 11.20% annualized return.


PRITX

1D
3.39%
1M
-8.59%
YTD
-3.04%
6M
-2.84%
1Y
9.98%
3Y*
8.12%
5Y*
2.46%
10Y*
6.80%

OTCAX

1D
3.59%
1M
-6.60%
YTD
-6.41%
6M
-10.76%
1Y
2.30%
3Y*
10.38%
5Y*
3.37%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRITX vs. OTCAX - Expense Ratio Comparison

PRITX has a 0.84% expense ratio, which is lower than OTCAX's 1.00% expense ratio.


Return for Risk

PRITX vs. OTCAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRITX
PRITX Risk / Return Rank: 2121
Overall Rank
PRITX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PRITX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRITX Omega Ratio Rank: 2020
Omega Ratio Rank
PRITX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PRITX Martin Ratio Rank: 2424
Martin Ratio Rank

OTCAX
OTCAX Risk / Return Rank: 77
Overall Rank
OTCAX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
OTCAX Sortino Ratio Rank: 77
Sortino Ratio Rank
OTCAX Omega Ratio Rank: 77
Omega Ratio Rank
OTCAX Calmar Ratio Rank: 99
Calmar Ratio Rank
OTCAX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRITX vs. OTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) and MFS Mid Cap Growth Fund (OTCAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PRITXOTCAXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.15

+0.45

Sortino ratio

Return per unit of downside risk

0.93

0.35

+0.58

Omega ratio

Gain probability vs. loss probability

1.13

1.05

+0.08

Calmar ratio

Return relative to maximum drawdown

0.70

0.18

+0.52

Martin ratio

Return relative to average drawdown

2.75

0.51

+2.24

PRITX vs. OTCAX - Sharpe Ratio Comparison

The current PRITX Sharpe Ratio is 0.60, which is higher than the OTCAX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of PRITX and OTCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRITXOTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.15

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.17

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.56

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.37

-0.02

Correlation

The correlation between PRITX and OTCAX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRITX vs. OTCAX - Dividend Comparison

PRITX's dividend yield for the trailing twelve months is around 10.03%, less than OTCAX's 17.91% yield.


TTM20252024202320222021202020192018201720162015
PRITX
T. Rowe Price International Stock Fund
10.03%9.73%1.15%1.10%0.95%7.35%1.52%3.06%7.31%3.48%0.98%1.37%
OTCAX
MFS Mid Cap Growth Fund
17.91%16.76%15.59%0.00%0.00%3.64%0.83%0.86%4.70%8.80%5.67%2.84%

Drawdowns

PRITX vs. OTCAX - Drawdown Comparison

The maximum PRITX drawdown since its inception was -61.38%, smaller than the maximum OTCAX drawdown of -74.39%. Use the drawdown chart below to compare losses from any high point for PRITX and OTCAX.


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Drawdown Indicators


PRITXOTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-61.38%

-74.39%

+13.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-16.46%

+3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-32.04%

-36.85%

+4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.02%

-36.85%

+3.83%

Current Drawdown

Current decline from peak

-10.47%

-13.46%

+2.99%

Average Drawdown

Average peak-to-trough decline

-16.00%

-23.21%

+7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

5.84%

-2.44%

Volatility

PRITX vs. OTCAX - Volatility Comparison

T. Rowe Price International Stock Fund (PRITX) has a higher volatility of 8.39% compared to MFS Mid Cap Growth Fund (OTCAX) at 7.09%. This indicates that PRITX's price experiences larger fluctuations and is considered to be riskier than OTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRITXOTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

7.09%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.18%

13.06%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

20.72%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

20.13%

-4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

19.89%

-3.57%